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Option trading
Mathematische Optimierung
24,485
Mathematical programming
24,448
Theorie
22,669
Theory
22,387
Optionspreistheorie
14,758
Option pricing theory
14,300
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6,271
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5,668
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5,654
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5,589
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4,256
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4,196
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3,018
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2,996
Optionsgeschäft
2,902
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2,748
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2,743
Derivat
2,475
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2,473
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2,385
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USA
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2,201
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2,059
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1,797
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1,753
Estimation theory
1,725
Multi-criteria analysis
1,585
Multikriterielle Entscheidungsanalyse
1,584
Integer programming
1,581
Ganzzahlige Optimierung
1,542
Schätzung
1,541
Estimation
1,518
Markov chain
1,451
Markov-Kette
1,441
Hedging
1,382
Tourenplanung
1,359
Vehicle routing problem
1,351
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Hull, John
25
Cui, Zhenyu
21
Wang, Xingchun
20
Joshi, Mark S.
18
Madan, Dilip B.
17
Stentoft, Lars
17
Lee, Hangsuck
16
Carr, Peter
14
Fusai, Gianluca
13
Zhang, Jin E.
13
Orosi, Greg
12
Guirguis, Michel
11
Jacobs, Kris
11
Schoutens, Wim
11
Alghalith, Moawia
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Perrakis, Stylianos
10
Ryu, Doojin
10
Zanette, Antonino
10
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9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Lee, Cheng F.
9
Lee, Minha
9
Li, Lingfei
9
Stork, Philip
9
Takahashi, Akihiko
9
Zhu, Song-Ping
9
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8
Bayraktar, Erhan
8
Bernales, Alejandro
8
Bernard, Carole
8
Broeders, Dirk
8
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8
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8
He, Xin-Jiang
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Centre for Analytical Finance <Århus>
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International Centre for Trade and Sustainable Development
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Weltwirtschaftsforum
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Berliner Wissenschafts-Verlag
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EOE
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Eberhard Karls Universität Tübingen
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Energy, Mines and Resources, Canada
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
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Investors Intelligence
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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1
Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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1
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1
Wiley-VCH
1
ham- Māḵôn le-Meḥqār Kalkālî be-Yiśrā'ēl ʿal Šēm Môrîs Fâlq <Yerûšālayim>
1
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International journal of theoretical and applied finance
85
The journal of futures markets
84
Review of derivatives research
58
The journal of computational finance
58
Applied mathematical finance
51
Quantitative finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
49
Journal of banking & finance
44
Finance research letters
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
28
Finance and stochastics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
24
International review of economics & finance : IREF
21
Journal of financial economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Risks : open access journal
19
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
18
The European journal of finance
17
Economic modelling
16
Swiss Finance Institute Research Paper
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
14
Annals of finance
13
Journal of risk and financial management : JRFM
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
International review of financial analysis
12
Journal of financial markets
11
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of econometrics
10
Journal of risk
10
Operations research letters
10
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ECONIS (ZBW)
2,883
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1
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
2
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
3
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
4
Valuation of barrier options using sequential Monte Carlo
Shevchenko, Pavel V.
;
Del Moral, Pierre
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 107-135
Persistent link: https://www.econbiz.de/10011691638
Saved in:
5
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
6
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
7
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
8
Pricing high-dimensional American options by kernel ridge regression
Hu, Wenbin
;
Zastawniak, Tomasz
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 851-865
Persistent link: https://www.econbiz.de/10012262630
Saved in:
9
Monte Carlo pathwise sensitivities for barrier options
Gerstner, Thomas
;
Harrach, Bastian von
;
Roth, Daniel
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 75-99
Persistent link: https://www.econbiz.de/10012295868
Saved in:
10
Stock price simulation using bootstrap and Monte Carlo
Pažický, Martin
- In:
Scientific Annals of Economics and Business
64
(
2017
)
2
,
pp. 155-170
Persistent link: https://www.econbiz.de/10011865983
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